SARO vs. CRML
SARO (StandardAero, Inc) and CRML (Critical Metals Corp) are both stocks. SARO operates in Aerospace & Defense (Industrials), while CRML operates in Other Industrial Metals & Mining (Basic Materials). Over the past year, SARO returned -14.35% vs 656.55% for CRML. At a 0.21 correlation, their price movements are largely independent.
Performance
SARO vs. CRML - Performance Comparison
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Returns By Period
In the year-to-date period, SARO achieves a -10.91% return, which is significantly lower than CRML's 58.07% return.
SARO
- 1D
- 2.57%
- 1M
- 1.79%
- YTD
- -10.91%
- 6M
- -3.98%
- 1Y
- -14.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CRML
- 1D
- -0.36%
- 1M
- -17.58%
- YTD
- 58.07%
- 6M
- 10.36%
- 1Y
- 656.55%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SARO vs. CRML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SARO StandardAero, Inc | -10.91% | 15.83% | -24.40% |
CRML Critical Metals Corp | 58.07% | 2.21% | -0.15% |
Correlation
The correlation between SARO and CRML is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2024 | 0.21 |
Fundamentals
SARO:
$0.88
CRML:
-$0.53
SARO:
1.37
CRML:
1.91K
SARO:
$6.25B
CRML:
$560.62K
SARO:
$943.70M
CRML:
$560.62K
SARO:
$709.10M
CRML:
-$47.47M
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Return for Risk
SARO vs. CRML — Risk / Return Rank
SARO
CRML
SARO vs. CRML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for StandardAero, Inc (SARO) and Critical Metals Corp (CRML). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SARO | CRML | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.22 | ||
| Sortino ratioReturn per unit of downside risk | -4.34 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.44 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 8.52 | -9.07 |
| Martin ratioReturn relative to average drawdown | -0.99 | 12.83 | -13.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SARO | CRML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 3.78 | -4.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.38 | -0.17 | -0.21 |
Drawdowns
SARO vs. CRML - Drawdown Comparison
The maximum SARO drawdown since its inception was -32.58%, smaller than the maximum CRML drawdown of -93.91%. Use the drawdown chart below to compare losses from any high point for SARO and CRML.
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Drawdown Indicators
| SARO | CRML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.58% | -93.91% | +61.33% |
Max Drawdown (1Y)Largest decline over 1 year | -26.51% | -77.74% | +51.23% |
Current DrawdownCurrent decline from peak | -22.86% | -63.40% | +40.54% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -68.23% | +52.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.46% | 51.57% | -37.11% |
Volatility
SARO vs. CRML - Volatility Comparison
The current volatility for StandardAero, Inc (SARO) is 16.20%, while Critical Metals Corp (CRML) has a volatility of 23.16%. This indicates that SARO experiences smaller price fluctuations and is considered to be less risky than CRML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SARO | CRML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.20% | 23.16% | -6.96% |
Volatility (6M)Calculated over the trailing 6-month period | 26.55% | 101.76% | -75.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.10% | 175.33% | -142.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.58% | 157.17% | -120.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.58% | 157.17% | -120.59% |
Dividends
SARO vs. CRML - Dividend Comparison
Neither SARO nor CRML has paid dividends to shareholders.
Financials
SARO vs. CRML - Financials Comparison
This section allows you to compare key financial metrics between StandardAero, Inc and Critical Metals Corp. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SARO and CRML have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRML has higher volatility (23.16%) compared to SARO (16.20%). In terms of maximum drawdown, SARO dropped -32.58% vs CRML's -93.91%.
CRML currently has the higher Sharpe Ratio (3.78 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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